Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.32% | 93.10 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'492 CHF | 466'992 CHF | 100.00% | 100.00% |
12.07.2024 | 0.32% | 93.90 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'419 CHF | 470'919 CHF | 100.00% | 100.00% |
11.07.2024 | 0.32% | 93.70 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'250 CHF | 468'750 CHF | 100.00% | 100.00% |
10.07.2024 | 0.32% | 93.10 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'212 CHF | 468'712 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 93.30 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'444 CHF | 466'944 CHF | 100.00% | 100.00% |
08.07.2024 | 0.32% | 93.20 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'763 CHF | 465'263 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 93.60 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'346 CHF | 466'846 CHF | 100.00% | 100.00% |
04.07.2024 | 0.32% | 92.80 % | 93.10 % | 500'000 | 500'000 | 499'684 | 499'684 | 466'933 CHF | 468'433 CHF | 99.46% | 99.46% |
03.07.2024 | 0.33% | 91.50 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'418 CHF | 457'918 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 91.30 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'499 CHF | 457'999 CHF | 100.00% | 100.00% |